-11.7%
WDAY vs SO
+45.4%
-57.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.9% |
| 7D | -2.5% | -1.5% | -1.0% | -2.8% |
| 30D | +4.7% | +8.1% | -3.4% | +6.7% |
| 3M | +13.3% | +0.2% | +13.1% | +13.4% |
| 6M | +57.3% | +0.4% | +56.9% | +58.1% |
| YTD | -10.2% | +8.5% | -18.7% | -8.1% |
| 1Y | -14.1% | +4.9% | -19.0% | -12.4% |
| 3Y | -11.7% | +47.9% | -59.6% | -5.7% |
| All | -11.7% | +45.4% | -57.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling